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full-time

Quantitative Analyst (VP), Commodities

Citi

Employer
Citi
Location
Houston, Texas, United States
Working pattern
hybrid
Salary
$175,000–$250,000 / year

About the role

Develop and maintain production-ready pricing models, analytics libraries, and risk tools for commodity derivatives, using quantitative methods and C++, Python, JavaScript, and React. Partner with front-office teams and control functions to deliver trading solutions, govern and document models, and improve analytical frameworks as markets evolve. A master's degree or PhD in a quantitative discipline and professional experience in quantitative modeling or analytics are required, along with strong C++ and Python skills. Candidates should have a strong foundation in probability, statistics, financial mathematics, and numerical methods, plus the ability to build maintainable software and communicate quantitative concepts; commodities, front-office, JavaScript, and React experience are beneficial.

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